The curve needs to be what the surface of the the revolved surface in that image looks like. It will be generally like a line, but with some slight curvature on both ends fom what I can see. The PIVOT POINT of your curve is extremely important and essential to revolving your curve to form the shape you're wanting. See where the middle of that circular object is? That's where your pivot point needs to be and your curve needs to lie where the surface of the revolved surface is.

The idea is that the curve will be rotated in a 360 circle based upon the location of the curve's pivot point. If you still can't figure it out, I'll be happy to explain further with pictures and examples.